ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-227 |
124-275 |
0-048 |
0.1% |
124-247 |
| High |
124-282 |
124-280 |
-0-002 |
0.0% |
125-000 |
| Low |
124-217 |
124-170 |
-0-047 |
-0.1% |
124-117 |
| Close |
124-250 |
124-175 |
-0-075 |
-0.2% |
124-152 |
| Range |
0-065 |
0-110 |
0-045 |
69.2% |
0-203 |
| ATR |
0-076 |
0-078 |
0-002 |
3.2% |
0-000 |
| Volume |
428,172 |
418,059 |
-10,113 |
-2.4% |
1,894,159 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-218 |
125-147 |
124-236 |
|
| R3 |
125-108 |
125-037 |
124-205 |
|
| R2 |
124-318 |
124-318 |
124-195 |
|
| R1 |
124-247 |
124-247 |
124-185 |
124-228 |
| PP |
124-208 |
124-208 |
124-208 |
124-199 |
| S1 |
124-137 |
124-137 |
124-165 |
124-118 |
| S2 |
124-098 |
124-098 |
124-155 |
|
| S3 |
123-308 |
124-027 |
124-145 |
|
| S4 |
123-198 |
123-237 |
124-114 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-165 |
126-042 |
124-264 |
|
| R3 |
125-282 |
125-159 |
124-208 |
|
| R2 |
125-079 |
125-079 |
124-189 |
|
| R1 |
124-276 |
124-276 |
124-171 |
124-236 |
| PP |
124-196 |
124-196 |
124-196 |
124-176 |
| S1 |
124-073 |
124-073 |
124-133 |
124-033 |
| S2 |
123-313 |
123-313 |
124-115 |
|
| S3 |
123-110 |
123-190 |
124-096 |
|
| S4 |
122-227 |
122-307 |
124-040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-305 |
124-117 |
0-188 |
0.5% |
0-093 |
0.2% |
31% |
False |
False |
415,991 |
| 10 |
125-000 |
124-117 |
0-203 |
0.5% |
0-076 |
0.2% |
29% |
False |
False |
364,549 |
| 20 |
125-000 |
124-027 |
0-293 |
0.7% |
0-068 |
0.2% |
51% |
False |
False |
311,170 |
| 40 |
125-000 |
123-085 |
1-235 |
1.4% |
0-085 |
0.2% |
74% |
False |
False |
363,936 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-079 |
0.2% |
74% |
False |
False |
314,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-108 |
|
2.618 |
125-248 |
|
1.618 |
125-138 |
|
1.000 |
125-070 |
|
0.618 |
125-028 |
|
HIGH |
124-280 |
|
0.618 |
124-238 |
|
0.500 |
124-225 |
|
0.382 |
124-212 |
|
LOW |
124-170 |
|
0.618 |
124-102 |
|
1.000 |
124-060 |
|
1.618 |
123-312 |
|
2.618 |
123-202 |
|
4.250 |
123-022 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-225 |
124-214 |
| PP |
124-208 |
124-201 |
| S1 |
124-192 |
124-188 |
|